Calculate common metrics to evaluate an investment's return relative to its risk. Ensure all percentage inputs are for the same period (e.g., annualized).
Mandatory Inputs
Optional Inputs (for Treynor Ratio & Jensen's Alpha)
Calculated Metrics
Sharpe Ratio
N/A
Measures return per unit of total risk (volatility). Higher is generally better.
Treynor Ratio
N/A
Measures return per unit of systematic risk (Beta). Higher is generally better. Requires Beta input.
Jensen's Alpha (%)
N/A
Measures the investment's performance relative to its expected return based on CAPM. Positive alpha indicates outperformance. Requires Beta and Market Return inputs.
